+817.2%
SU vs DPZ
+5,462.3%
-4,645.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.3% |
| 7D | +1.7% | +2.2% | -0.5% | +1.2% |
| 30D | -7.9% | +15.5% | -23.4% | -10.9% |
| 3M | +7.5% | -2.0% | +9.6% | +7.4% |
| 6M | +7.2% | +12.1% | -4.9% | +3.4% |
| YTD | +60.9% | -16.6% | +77.5% | +65.1% |
| 1Y | +63.6% | -14.6% | +78.2% | +66.9% |
| 3Y | +128.9% | -4.1% | +133.0% | +122.9% |
| 5Y | +228.3% | -28.3% | +256.6% | +235.0% |
| 10Y | +240.6% | +141.3% | +99.3% | +127.7% |
| All | +817.2% | +5,462.3% | -4,645.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling